+7.7%
CARR vs FROG
+136.2%
-128.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.4% |
| 7D | -4.1% | -2.2% | -2.0% | -3.9% |
| 30D | -11.0% | +3.0% | -13.9% | -11.5% |
| 3M | -16.4% | +10.3% | -26.7% | -17.9% |
| 6M | -2.4% | +116.7% | -119.1% | -13.2% |
| YTD | +8.4% | +41.9% | -33.5% | +1.2% |
| 1Y | -8.0% | +78.5% | -86.5% | -18.1% |
| 3Y | +0.6% | +224.1% | -223.6% | -23.7% |
| 5Y | +7.7% | +142.4% | -134.7% | -20.8% |
| All | +7.7% | +136.2% | -128.5% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FROG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling